A multivariate rank test of independence based on a multiparametric polynomial copula
Year of publication: |
Sunday 19th February, 2017
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Authors: | Mangold, Benedikt |
Publisher: |
Erlangen : Friedrich-Alexander-Universität, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung |
Subject: | Rank-based inference | multiparametric | copula | independence | dependogramm | partial dependence | multivariate tail | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
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Series: | IWQW discussion paper series. - Erlangen : [Verlag nicht ermittelbar], ISSN 1867-6707, ZDB-ID 2523749-4. - Vol. no. 10/2015 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/155778 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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